Hi all,

I am trying to run through multi-gaussian linear model to pySTAN for the first time.

The actual data has a shape of (R, Q) and the ‘fit’ is a dot product of two matrices Theta(with shape of (R, P)) and Phi(with shape of (P,Q)) : Data ~ Theta*Phi = fit.

Here, I am trying to MCMC over all parameters in Theta and Phi, so I let STAN to MCMC over all free parameters vector (flattened Theta and Phi matrix) then in order to run through the likelihood function, I had to change vectors to be two matrices(Theta and Phi) back , since log likelihood ~ (Data-Fit)**2.

But I am getting runtime errors. Is there any way to fix this? Thanks!

**CODE:**

```
data {
int<lower=0> N; // number of flatten data points
int<lower=0> M; // number of flatten parameters
int<lower=0> P; //
int<lower=0> Q; //
int<lower=0> R; //
vector[N] y; // "flattened" data points
matrix[N, N] err; // "data points; freqsflattened" Agnostic error matrix
}
parameters {
vector[N] params; //fit value
}
transformed parameters {
vector[R*P] theta;
vector[R*Q] phi;
vector[N] flat_fit;
matrix[R, P] theta_mat;
matrix[P, Q] phi_mat;
matrix[R, Q] fit;
theta = params[:P*R]; //principal comp. param fit
phi = params[P*R:]; // map coeff
theta_mat = to_matrix(theta, R, P);
phi_mat = to_matrix(phi, P, Q);
fit <- (theta_mat * phi_mat);
flat_fit = to_vector(fit);
}
model {
// likelihood
y ~multi_normal(flat_fit, err);
}
```

```
---------------------------------------------------------------------------
**errors**
RemoteTraceback Traceback (most recent call last)
RemoteTraceback:
"""
Traceback (most recent call last):
File "/home/averyk/anaconda3/lib/python3.5/multiprocessing/pool.py", line 119, in worker
result = (True, func(*args, **kwds))
File "/home/averyk/anaconda3/lib/python3.5/multiprocessing/pool.py", line 44, in mapstar
return list(map(*args))
File "stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417.pyx", line 368, in stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417._call_sampler_star (/tmp/tmpeu4ohrw3/stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417.cpp:7907)
File "stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417.pyx", line 401, in stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417._call_sampler (/tmp/tmpeu4ohrw3/stanfit4anon_model_3492f6e30875d34f99ce74e725e664e5_4243185647824020417.cpp:8547)
RuntimeError: Initialization failed.
/home/averyk/anaconda3/lib/python3.5/site-packages/pystan/api.py in stan(file, model_name, model_code, fit, data, pars, chains, iter, warmup, thin, init, seed, algorithm, control, sample_file, diagnostic_file, verbose, boost_lib, eigen_lib, n_jobs, **kwargs)
393 sample_file=sample_file, diagnostic_file=diagnostic_file,
394 verbose=verbose, algorithm=algorithm, control=control,
--> 395 n_jobs=n_jobs, **kwargs)
396 return fit
/home/averyk/anaconda3/lib/python3.5/site-packages/pystan/model.py in sampling(self, data, pars, chains, iter, warmup, thin, seed, init, sample_file, diagnostic_file, verbose, algorithm, control, n_jobs, **kwargs)
719 call_sampler_args = izip(itertools.repeat(data), args_list, itertools.repeat(pars))
720 call_sampler_star = self.module._call_sampler_star
--> 721 ret_and_samples = _map_parallel(call_sampler_star, call_sampler_args, n_jobs)
722 samples = [smpl for _, smpl in ret_and_samples]
723
/home/averyk/anaconda3/lib/python3.5/site-packages/pystan/model.py in _map_parallel(function, args, n_jobs)
78 n_jobs = None
79 with multiprocessing.Pool(processes=n_jobs) as pool:
---> 80 map_result = pool.map(function, args)
81 else:
82 map_result = list(map(function, args))
/home/averyk/anaconda3/lib/python3.5/multiprocessing/pool.py in map(self, func, iterable, chunksize)
258 in a list that is returned.
259 '''
--> 260 return self._map_async(func, iterable, mapstar, chunksize).get()
261
262 def starmap(self, func, iterable, chunksize=None):
/home/averyk/anaconda3/lib/python3.5/multiprocessing/pool.py in get(self, timeout)
606 return self._value
607 else:
--> 608 raise self._value
609
610 def _set(self, i, obj):
RuntimeError: Initialization failed.
```

[Edit: formatting code]